Paper #496
- Título:
- The daily market for funds in Europe: Mathematical appendix
- Autores:
- Gabriel Pérez y Hugo RodrÃguez
- Data:
- Julio 2000
- Resumen:
- This paper includes the derivations of the main expressions in the paper ``The Daily Market for Funds in Europe: Has Something Changed With the EMU?'' by G. Pérez Quirós and H. Rodríguez Mendizábal.
- Palabras clave:
- Overnight rates, reserve demand, martingale hypothesis
- Códigos JEL:
- E44, E52
- Área de investigación:
- Macroeconomía y Economía Internacional
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